Quantitative trading on cryptocurrency market Q4

This is the third chapter of a learning process that started last September.

Fourth Quarter

The fourth step is defined for the next 3 months, where the main goal is to retake the back-testing and work more adjusted to a given analysis. I will also continue trading manually so I continue learning on the market momentum.

Following the V2MOM model:

  • Vision: Have a strategy running in crypto currency market running not with a period of 2 – 3 hours, but some days (stop operating at 3m).
  • Values: have fun, learn a lot, build a team with Dani, do practices and more practices.
  • Method: learn about trading basis, do backtesting with Quantopian on stocks or Forex (analyze the results in deep).
  • Obstacles: Time.
  • Measures:
    • Make short/long decisions based on 3 hour.
    • Perform backtesting with Tradingview and document the results and findings.
    • Improve and document the “mode operations” and “mode backtesting”.

Death line = September 2018

Results (October 1st, 2018)

  • Time to be accountable, let’s go…
  • I was able to perform a lot of trading during July and part of August.
  • During July I was able to earn in the total period a 33% of the money I moved. The market was plain and I was able to take profit without major rirsks.
  • The evolution of the market (bear) during August made me to be stuck inside, so almost all money was trapped.
  • I was not able to work on Quantopian.
  • I was able to apply the knowledge on stocks, and I did some shorts and long positions during August and September.
  • I have refined my mode of operations and analysis in Stock.
  • I improved the mode of operations and the mode of backtesting.

For next period, I will focus on other challenge: PgMP certification.

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